A European put has an exercise price of $58 that expires in 120 days. The long forward

Fantastic news! We've Found the answer you've been seeking!

Question:

A European put has an exercise price of $58 that expires in 120 days. The long forward is priced at $55 (also expires in 120 days) and makes no cash payments during the life of the options. The risk-free rate is 4.5% and the put is selling for $3.00. According to the put-call-forward parity, what is the price of a call option with the same strike price and expiration date as the put option?

A. $50.43

B. $3.31

C. $0.83

D. $0.043